When you hold the mouse over one of the thumbnails in the "grid" view
(which is the default), a small "x" in a circle shows up in the
upper-right corner of the thumbnail. Clicking that will move it to
the "trashcan" view. You can find the "trashcan" view in the list of
views in the upper-right corner. In the "trashcan" view you will find
all of your deleted thumbnails. You can permanently delete them there
individually in the same manner, or you can delete them all at once
with the button at the top of the view.
Ian